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arXiv:1712.06160 [math.ST]AbstractReferencesReviewsResources

A Survey of Concentration Inequalities for U-Statistics

Yannik Pitcan

Published 2017-12-17Version 1

The aim of this paper is to discuss various concentration inequali- ties for U-statistics and most recent results. A special focus will be on providing short proofs for bounds on the U-statistics using classical concentration inequalities, which, although well known, are not easy to locate in the literature.

Comments: This is a review article of various concentration inequalities on U-statistics. I fill in the gaps for proofs of Hoeffding and Bernstein related inequalities for U-statistics -- these are hard to find in the modern literature, although the result is well known
Categories: math.ST, stat.TH
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